The program gmmisssim.gau produces the results in Table 1 
of ``A GMM Approach for Dealing with Missing Observations on Regressors''
by Jason Abrevaya and Stephen G Donald. This program is written
in Gauss and will run on Version 5.0 or later. It produces the 
simulation results for four estimators considered in that paper: 
The Complete Data method, The Dummy-Variable method, The FGLS (Dagenais) method 
The Efficient GMM method. Changing the design produces results in
the Supplemental Appendix which also contains of proofs.